TE
TechEcho
Home24h TopNewestBestAskShowJobs
GitHubTwitter
Home

TechEcho

A tech news platform built with Next.js, providing global tech news and discussions.

GitHubTwitter

Home

HomeNewestBestAskShowJobs

Resources

HackerNews APIOriginal HackerNewsNext.js

© 2025 TechEcho. All rights reserved.

Trading Is Hazardous to Your Wealth [pdf] (2000)

72 pointsby alokraiabout 5 years ago

15 comments

lend000about 5 years ago
If markets were truly random, you might expect 50% of day traders to lose money, not 90%. Of course, markets are not random and most untrained humans have emotional biases that actively optimize for losing money in markets.<p>This is likely a controversial opinion: 90% of the time, someone who wants to break out of the &quot;rat race&quot; or achieve wealth for some future vision should go the startup route, or if the wealth part is not as important, do freelance&#x2F;consulting. However, I believe there are 10% of people where trading the markets provide the better way to achieve the same goal. The reason being that for certain personality types (you need to be smart, disciplined, and creative to beat the market, and it still requires a lot of time), I suspect trading offers a higher expected value of return than starting a bootstrapped company. Startups, especially those not started by someone wealthy, have a higher failure rate than day traders. If you are not passionate about anything you can get funding for (would SpaceX have been successful if it were Elon&#x27;s first company?), and you fit the criteria, trading is not as terrible an option as its reputation suggests.
评论 #23184376 未加载
评论 #23184395 未加载
评论 #23184685 未加载
评论 #23185226 未加载
评论 #23185116 未加载
评论 #23184742 未加载
评论 #23185098 未加载
评论 #23184516 未加载
评论 #23184610 未加载
WalterBrightabout 5 years ago
I read an article a few years ago that compared the trading performance of various strategies. The number one performer was the &quot;dead people&quot; strategy, which happens when a person dies and his portfolio cannot be traded while the inheritance issues are sorted out. Next best is the broad index fund, and dead last was the average investor.<p>Edit: Found the article!<p><a href="https:&#x2F;&#x2F;www.businessinsider.com&#x2F;forgetful-investors-performed-best-2014-9" rel="nofollow">https:&#x2F;&#x2F;www.businessinsider.com&#x2F;forgetful-investors-performe...</a>
评论 #23184242 未加载
评论 #23184212 未加载
encodererabout 5 years ago
&gt; Trading costs are high. The average round-trip trade in excess of $1,000 costs three percent in commissions and one percent in bid-ask spread.<p>A lot has changed in 20 years. The conclusion may still be the same, but spreads are much tighter (thanks in part to HFT) and trade commissions no longer exist.
评论 #23184129 未加载
评论 #23183791 未加载
评论 #23183773 未加载
hash872about 5 years ago
Not in any way defending day trading, but I think it&#x27;s interesting that it&#x27;s become such accepted wisdom about how bad it is- here on a website dedicated to startups. 90% of day traders lose money, what are the odds for startup founders? Probably more than 90% fail, yeah?<p>Imagine if, within the next 20 years, it becomes normal &amp; accepted wisdom that joining a startup and taking their basically worthless &#x27;equity&#x27; is more likely to lose you money than day trading. Just kind of an interesting juxtaposition- Hacker News, Website Devoted To Risky Startups, Decries Risky Day Trading
评论 #23184704 未加载
评论 #23184856 未加载
评论 #23184618 未加载
评论 #23184611 未加载
评论 #23188282 未加载
评论 #23185909 未加载
esotericnabout 5 years ago
Can someone explain to me why people keep referring to average return as some sort of magical answer to the question? The median person makes the median income, that doesn&#x27;t mean that trying to get a good job is pointless.<p>By definition in order for you to make more than the market, someone else has to make less than the market.<p>Assuming that knowledge has superlinear returns (I consider this to be obvious without proof required), of course less than 50% of participants will &#x27;win&#x27; - those at the bottom are totally useless and burning money, whilst those at the top are quite skilled indeed.<p>It&#x27;s fair to say that one should not expect to be in that upper echelon, but I don&#x27;t think it&#x27;s reasonable to state &#x27;most people lose&#x27; and just leave it at that, it&#x27;s blindingly obvious that most people lose, it would be impossible for them to not.<p>(Adjusted for balances - a guy with 20 billion quid can lose 1 pound each to 7 billion market participants and in that case &#x27;almost everyone wins more than the market&#x27;)
评论 #23185030 未加载
praptakabout 5 years ago
A related blog post: &quot;Why I don&#x27;t trade stocks and (probably) neither should you&quot; <a href="http:&#x2F;&#x2F;edmarkovich.blogspot.com&#x2F;2013&#x2F;12&#x2F;why-i-dont-trade-stocks-and-probably.html" rel="nofollow">http:&#x2F;&#x2F;edmarkovich.blogspot.com&#x2F;2013&#x2F;12&#x2F;why-i-dont-trade-sto...</a>
评论 #23184099 未加载
riazrizviabout 5 years ago
On average. Also on average, starting a business is hazardous to your wealth, it&#x27;s likely to fail. On average, don&#x27;t do competitive sports, you&#x27;re likely to lose.<p>Maybe &#x27;Less Than Excellent Trading Is Hazardous to Your Wealth&#x27;? Don&#x27;t do a trade unless you have an excellent advantage on it...
alexandercrohdeabout 5 years ago
It&#x27;s my understanding that, if commissions are free (e.g. Robinhood) then on average, any trading strategy is going to perform comparable to the market average.<p>If you can find any reliably bad strategy (in a fee-less market), then you have necessarily found an outperforming strategy that is the opposite.
评论 #23184640 未加载
评论 #23184427 未加载
评论 #23184370 未加载
评论 #23184402 未加载
评论 #23184185 未加载
halfcatabout 5 years ago
The biggest problem with trading is unrealistic expectations.<p>If people believed they could become a medical doctor by taking a weekend boot camp, you would see extremely high failure rates.<p>But that high failure rate would not suggest that it’s impossible to become a doctor.<p>Same with trading, if a person thinks they will make a few trades as their side hobby, it’s going to go about as well as the hobbyist surgeon. But if you’re obsessed with trading for a decade you can become quite competent.
评论 #23185961 未加载
naveen99about 5 years ago
Trading is just connecting buyers with sellers and pocketing a spread. It’s been a most profitable activity for a long time. You just have to optimize the carrying costs and manage risk. but it’s the same thing everywhere, being average is useless in wide competition. You need an edge: be smarter, faster, better capitalized, better connected, informed etc...
rufus1about 5 years ago
The more access the average joe has to the market the more seemingly plausible the idea that it&#x27;s &quot;impossible&quot; to beat the market. No, it&#x27;s just really hard. Just because most sculptures are statistically made with playdough doesn&#x27;t mean it&#x27;s impossible to create a great sculpture.
评论 #23188293 未加载
exabrialabout 5 years ago
I don&#x27;t trade individual stocks, I don&#x27;t know enough. But I do buy ETFs, which are ran by people that [theoretically] do know enough. As an experiment I bought in after the March crash on a few ETFs that got hit hard. I&#x27;m pacing with the index which is good enough I guess.
blobbersabout 5 years ago
Notes they&#x27;re including this: &quot;In aggregate, round-trip trades cost about one percent for the bid-ask spread and about 1.4 percent in commissions.&quot; Not necessarily the case anymore. The spread on apple is 0.04 cents on $300.
lihaciudanielabout 5 years ago
why do people think trading will make you rich?
评论 #23183696 未加载
评论 #23184478 未加载
评论 #23184157 未加载
评论 #23184701 未加载
WalterBrightabout 5 years ago
Cognitive biases play a large role in poor investment performance, see &quot;Thinking Fast and Slow&quot; by Daniel Kahneman.